Risk Management - Liquidity Risk for Banks

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This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.

Dauer

8,00 Stunde(n)

Sprache(n) der Dienstleistung

EN

Nächster Termin

25.04.2024
Ort
Luxembourg

Preis

350,00€

Ziele

Since the Financial Crisis of 2008, which has often been described as a "liquidity crisis", liquidity risk has become a major area of focus in risk management. Many of the changes in Basel III target liquidity risk and how banks can protect themselves against it. The purpose of this course is to provide participants with a good understanding of liquidity risk and how to manage it.

  • Understand the various forms of liquidity risk and their sources
  • Analyse funding and asset liquidity risk
  • Judge the impact of governance and organisational structure on liquidity risk
  • Apply the most common methods for measuring liquidity risk
  • Develop a contingency funding plan
  • Evaluate the regulatory environment for liquidity risk in banks

Inhalt

  • Introduction
  • Asset liquidity risk
    • Collateral management
    • Tightness
    • Depth
    • Resilience
    • Immediacy
  • Funding liquidity risk
    • Diversification
    • Cliff effects
    • Deposits
  • Intraday Liquidity Risk Management
  • Liquidity Risk measurement
    • LVaR
    • Balance sheet analysis
    • Ratio approach
    • Monitoring tools
    • Stress testing
    • Liquidity gaps
  • Contingency funding plan
  • Fund Transfer Pricing (FTP) Systems
  • Future trends

Zertifikat, Diplom

This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 12 days of training in Risk Management and pass the exam for each course.

Nächster Termin

Datum
Stadt
Sprache und Preis
25.04.2024
Luxembourg
EN 350,00€
07.11.2024
Luxembourg
EN 350,00€

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Tag
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Banken Versicherungen - Bank - Finanzmarkt - Finanzprodukt